+289.1%
VTI vs PR
+65.1%
+224.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.9% | -1.3% | -0.4% |
| 7D | -0.4% | -9.5% | +9.1% | +0.2% |
| 30D | -3.2% | -5.7% | +2.4% | -2.9% |
| 3M | -2.9% | +3.0% | -5.9% | -3.3% |
| 6M | +2.4% | +11.8% | -9.4% | +1.3% |
| YTD | +11.2% | +58.5% | -47.3% | +7.1% |
| 1Y | +11.6% | +69.9% | -58.3% | +7.0% |
| 3Y | +76.6% | +84.9% | -8.3% | +67.3% |
| 5Y | +65.3% | +246.4% | -181.2% | +48.6% |
| 10Y | +289.1% | +70.3% | +218.8% | +277.0% |
| All | +289.1% | +65.1% | +224.0% | +277.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling